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艾叔
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讲讲费率套利:
规则
当资金费率为负,我们做多永续并且做空季度。
当资金费率为正,我们做空永续并且做多季度。
举例
以BNB 为例,若他为负值,则我们将做多永续合约,领取资金费率做空季度合约,对冲永续合约
这样我们就能达到多空套保,并且领取资金曹率!
风险
溢价反转(导致整张单再开仓时就亏损许多)资金费率反转(导致多空对冲仍然持续在付钱给另一方)
收益
合约面值*每小时资金费率+-溢价
#crypto2023
#BTC
#套利
Disclaimer: Includes third-party opinions. No advice. Binance AI may be used without guarantee.
See T&Cs.
BNB
+0.47%
3
143
2.3k
10
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